A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
DOI10.1007/S10107-012-0557-4zbMATH Open1255.49043OpenAlexW2069992543MaRDI QIDQ1925785FDOQ1925785
Frank E. Curtis, Andreas Wächter, Johannes Huber, Olaf Schenk
Publication date: 19 December 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-012-0557-4
Krylov subspace methodsnonconvex programminginterior-point methodsline searchPDE-constrained optimizationlarge-scale optimizationtrust regionsinexact linear system solvers
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37) Iterative numerical methods for linear systems (65F10) Newton-type methods (49M15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Numerical methods based on necessary conditions (49M05)
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Cited In (7)
- A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
- A note on solution of nonlinear programming problems with imprecise function and gradient values
- A high performance level-block approximate LU factorization preconditioner algorithm
- A Domain Decomposition Approach to Solve Dynamic Optimal Power Flow Problems in Parallel
- ALADIN‐—An open‐source MATLAB toolbox for distributed non‐convex optimization
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- An interior point algorithm with inexact step computation in function space for state constrained optimal control
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